-3.4%
PEP vs WAB
+168.8%
-172.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.3% |
| 7D | +2.9% | +5.1% | -2.2% | +2.6% |
| 30D | +12.5% | +4.0% | +8.5% | +12.2% |
| 3M | +4.5% | +0.1% | +4.4% | +4.5% |
| 6M | -0.5% | +12.8% | -13.3% | -1.4% |
| YTD | +4.4% | +40.1% | -35.7% | +1.6% |
| 1Y | +4.4% | +46.4% | -42.0% | +1.2% |
| 3Y | -3.4% | +167.4% | -170.8% | -16.7% |
| All | -3.4% | +168.8% | -172.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling